← positive_eps_streak (all companies) · STGW (all signals) · all methodology
positive_eps_streak on Stagwell Inc (STGW)
SIC 7311 — Services-Advertising Agencies · CIK 876883 · default direction: long
Definition
Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.
Every time the signal fired on STGW
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-13 | 2026-03-13 | -3.24% | -1.62% | +4.05% | — | — |
| FY2024 | 2025-03-11 | 2025-03-11 | -0.17% | +2.01% | -18.93% | -28.14% | +5.03% |
| FY2023 | 2024-03-11 | 2024-03-11 | +3.00% | +2.12% | +2.83% | +19.79% | +4.95% |
| FY2022 | 2023-03-06 | 2023-03-06 | -2.28% | -31.60% | -21.39% | -32.68% | -41.91% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +13.65% | +64.44% | long | +13.47% | 22 | +0.27 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.